I made this its own thread as it is NOT the same as the one previously stickied - This one is specific for devices running the MTP firmware.

Not sure which you're running? Here's an easy way to tell.
When using your player, if it shows your music based on its ID3 tags, like artist, album, & genre: You're device is running MTP firmware.
If your player shows your music by the file directories: You're device is running UMS firmware - this tutorial won't help you.

This guide is for Windows - I'm not sure if you can do something similar in another OS.

Plug in your K3/K5

Open My Computer

Open your player

Navigate into Internal Storage

Navigate into Music

Right click any song and click 'Create Playlist'

Name the playlist whatever you want (ending in .pla)

Move the created playlist into 'Internal Storage\Playlists"

Right click on your playlist and click 'Properties'

Go to the 'References' tab

Leave the References tab on your screen

Navigate back to your Music folder (ON YOUR DEVICE)

Drag any songs you want into the References window you left open on step 11.